+442.0%
MDY vs ACM
+230.8%
+211.3%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.3% |
| 7D | +0.1% | -3.7% | +3.9% | +1.8% |
| 30D | -1.5% | -11.1% | +9.6% | +2.9% |
| 3M | +0.8% | -8.0% | +8.7% | +3.3% |
| 6M | +7.4% | -29.7% | +37.1% | +23.2% |
| YTD | +15.2% | -29.4% | +44.6% | +30.8% |
| 1Y | +16.5% | -46.4% | +63.0% | +48.7% |
| 3Y | +46.8% | -22.3% | +69.1% | +57.4% |
| 5Y | +46.0% | +4.5% | +41.6% | +36.4% |
| 10Y | +172.1% | +127.6% | +44.4% | +72.2% |
| All | +442.0% | +230.8% | +211.3% | +153.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ACM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling